Not only does kidswithcrowns give a solution it is the best way do create game levels like mazes for you can easily build more mazes within construct and you projects file and builds will be much smaller if done efficiently.
If you insist on using a single image to create your maze you would have to make and invisible sprite and cover the borders which isn't as annoying as it sounds, just copy, paste, and shape. This may be the best option if your puzzle has arches. Even with tools like construct work is always involved in game development.